Results 81 to 90 of about 1,729,239 (286)

Heavy-tailed distributions in VaR calculations [PDF]

The essence of the Value-at-Risk (VaR) and Expected Shortfall (ES) computations is estimation of low quantiles in the portfolio return distributions.
Rafal Weron, Adam Misiorek
core  

Enhancing Airport Resource Efficiency Through Statistical Modeling of Heavy-Tailed Service Durations: A Case Study on Potable Water Trucks

Aerospace
In airport operations management, accurately estimating the service durations of ground support equipment such as Potable Water Trucks (PWTs) is essential for improving resource allocation efficiency and ensuring timely aircraft turnaround.
Changcheng Li, Minghua Hu, Yuxin Hu, Zheng Zhao, Yanjun Wang   +4 more
doaj   +1 more source

Robust probabilistic superposition and comparison of protein structures

BMC Bioinformatics, 2010
Background Protein structure comparison is a central issue in structural bioinformatics. The standard dissimilarity measure for protein structures is the root mean square deviation (RMSD) of representative atom positions such as α-carbons.
Habeck Michael, Mechelke Martin
doaj   +1 more source

Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa. [PDF]

BMC Public Health, 2022
Mthethwa N, Chifurira R, Chinhamu K.
europepmc   +2 more sources

Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing

Advanced Materials, EarlyView.
This work has provided a protocol for fabricating retinomorphic phototransistors by integrating ferroelectric ligands with quantum dots. The resulting device combines ferroelectricity, optical responsiveness, and low‐power operation to enable adaptive signal amplification and high recognition accuracy under low‐light conditions, while supporting ...
Tingyu Long, Huanyu Zhou, Jaewan Ko, Hongwei Tan, Jaemin Lim, Yanfei Zhao, Daehan Kang, Eojin Yoon, Gyeong‐Tak Go, Somin Kim, Seung‐Woo Lee, Chan‐Yul Park, Hyojun Choi, Hyeran Kim, Hyung Joong Yun, Sung Hyuk Park, Kwan Sik Park, Jeong Woo Park, Mungeun Kim, Yong Soo Cho, Ho Won Jang, Wenqiang Yang, Min Hyuk Park, Wan Ki Bae, Sebastiaan van Dijken, Joona Bang, Tae‐Woo Lee   +26 more
wiley   +1 more source

Group acceptance sampling plans for type-I heavy-tailed exponential distribution based on truncated life tests

AIP Advances
The usefulness of a new heavy-tailed distribution is studied in this article. The type-I heavy-tailed exponential (TI-HTE) distribution studied here has been suggested in the literature but has not been studied anywhere other than now.
Bright C. Nwankwo, Happiness O. Obiora-Ilouno, Fatimah A. Almulhim, Manahil SidAhmed Mustafa, Okechukwu J. Obulezi   +4 more
doaj   +1 more source

Associative memory model with long-tail-distributed Hebbian synaptic connections

Frontiers in Computational Neuroscience, 2013
The postsynaptic potentials of pyramidal neurons have a non-Gaussian amplitude distribution with a heavy tail in both hippocampus and neocortex. Such distributions of synaptic weights were recently shown to generate spontaneous internal noise optimal ...
Naoki eHiratani, Naoki eHiratani, Jun-nosuke eTeramae, Jun-nosuke eTeramae, Tomoki eFukai, Tomoki eFukai, Tomoki eFukai   +6 more
doaj   +1 more source

Phase Engineering of Atomically Precise Nanoclusters (APNCs) of Gold and Beyond

Advanced Materials, EarlyView.
Engineering the structural phase of materials is of paramount importance for both fundamental research and practical applications. In this Review, we summarize the recent progress in controlling the phases of atomically precise nanoclusters (APNCs) of gold, silver and copper, as well as bimetallic systems. The phase‐enabled material properties of APNCs
Yitong Wang, Avirup Sardar, Weijie Ji, Zhongyu Liu, Rongchao Jin   +4 more
wiley   +1 more source

Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions [PDF]

The structure of many models in economics and finance depends on majorization properties of convolutions of distributions. In this paper, we analyze robustness of these properties and the models based on them to heavy-tailedness assumptions.
Rustam Ibragimov
core  

Rational Tuning of Hygroscopic Oscillation of Stacked Nanoflake Assemblies for Continuous Ambient Energy Harvesting

Advanced Materials, EarlyView.
Stacked nanoflake assembly (SNA) membranes can oscillate autonomously, offering opportunities for soft actuation and energy harvesting. This work uncovers the physical mechanism behind the sustained oscillation of SNA membranes in gradient humidity and identifies three governing dimensionless parameters, enabling rational design for optimizing SNA ...
Zijing Zhang, Jimin Fu, Gesa Zhang, Zhihua Liang, Boxun Zhang, Haimin Yao   +5 more
wiley   +1 more source